Bibliografía

Alaton Peter, Djehiche Boualem and Stillberger David “On Modelling and Pricing Weather Derivatives”, Dept. of Mathematics, KTH

Babcock A. Bruce, “The Value of Weather Information in Market Equilibrium”, American Journal of Agricultural Economics, Vol. 72, No. 1 (Feb., 1990), pp. 63-72

Barrieu Pauline and El Karoui Nicole, “Optimal Design of Weather Derivatives”, 2001

Berg Ernst, Schmitz Bernhard, Starp Michael and Trenkel Hermann, “Weather Derivatives as a Risk Management Tool in Agriculture”, University of Bonn, Department of Farm Management, Bonn, Germany 2003

Boulanger Jean-Philippe, “Cómo será el clima en nuestro país cuando este siglo termine” Nota periodística, diario Hoy, Diciembre 2005

Bowers J. A. and Mould G. I., “Weather Risk in Offshore Projects”, School of Management, University of Stirling, The Journal of the Operational Research Society, Vol. 45, No. 4 (Apr., 1994), pp. 409- 418.

Brockett L. Patrick, Wang Mulong, Yang Chuanhou, “Weather Derivatives and Weather Risk Management”, Risk Management and Insurance Review, 2005, Vol. 8, No. 1, 127-140

Brockett L. Patrick, Wang Mulong, Yang Chuanhou and Zou Hong, “Portfolio Effects and Valuation of Weather Derivatives” The Financial Review, The Eastern Finance Association, 2006

Campbell D. Sean, Diebold X. Francis, “Weather Forecasting for Weather Derivatives” Wharton Financial Institutions Center, 2002

Cao Melanie and Wei Jason, “Weather derivatives: Valuation and market Price of Weather Risk”, 2004.

Cao Melanie, Li Anlong and Wei Jason, “Weather Derivatives: A New Class of Financial Instruments”, Schulich School of Business York University Toronto, Ontario, Canada, January 2004.

Considine Geoffrey, “Introduction to Weather Derivatives”, Weather Derivatives Group, Aquila Energy 1998

Cooper Valerie, “Weather to Hedge, Effectively Managing your Weather Risk”, Energy User News, April 2004

Cruz Juan Sergio, “Pricing de un exótico del clima para Colombia”, CESA, 2007

Cruz Juan Sergio y Llinás Andrés “modelo Analítico de derivados de clima para eventos específicos de riesgo en la Agricultura en Colombia”, CESA 2009

De Castro Manuel, “modelos climáticos globales y su fiabilidad” Instituto de Ciencias Ambientales Universidad de Castilla-La Mancha, Toledo, España. 2007

De Paz Cobo Sonia, “derivados vinculados al seguro” Universidad Pontificia de Salamanca Facultad de CC del Seguro, El Plantío, Madrid, 2003.

Fernández Long María Elena, Barnatán Irene, Serio L. y Murphy G, “Cambios en la disponibilidad térmica para los cultivos de la región pampeana Argentina”, revista Facultad de Agronomía UBA, Octubre 2010.

Fernández Long María Elena, Barnatán E. Irene, Spescha Liliana, R. Hurtado y G. Murphy, “Caracterización de las heladas en la región pampeana y su variabilidad en los últimos 10 años”, proyecto UBACYT , 2004-2007.

Ferrer Garcia Antoni and Sturzenegger Franz, “Hedging Corporate Revenues with Weather Derivatives: A Case Study”, Universit´e de Lausanne Ecole des Hautes Etudes Commerciales HEC, 2001

Ferrer Vicente Pons “derivados sobre subyacente no negociable: Valoración de una opción sobre meteorología”. Tesis Doctorado en Finanzas Cuantitativas, Universidad Complutense de Madrid, Universidad del País Vasco, Universidad de Valencia, Julio 2003.

Garman Mark, Blanco Carlos and Erickson Robert, “Weather Derivatives: Instruments and Pricing Issues”, Financial engineering associates, magazine: Environmental Finance, 2000

Jewson Stephen, Brix Anders and Caballero Rodrigo, “Long memory in surface air temperature: detection, modeling, and application to weather derivative valuation”, Climate Research, Danish Center for Earth System Science, University of Copenhagen, Denmark. May, 2002

Jewson Stephen, Ziehmann Christine and Brix Anders, “Weather Derivative Modelling and Valuation: A Statistical Perspective”, Risk Management Solutions 2002

Jewson Stephen, “Introduction to Weather Derivative Pricing” Weather Risk, Risk Management Solution, London England, September 2004

Kariya Takeaki , “Weather Risk Swap Valuation”, Research Center for Financial Engineering Institute of Economic Research, Kyoto University, 2003

Mahul Olivier, “Optimal Insurance against Climatic Experience”, American Journal of Agricultural Economics, Vol. 83, No. 3 (Aug., 2001), pp. 593-604.

Manfredo R. Mark and Timothy J. Richards, “Hedging with weather derivatives: a role for options in reducing basis risk”, Morrison School of Management and Agribusiness, Arizona State University, 2009

Murnane J. Richard, Crowe Michael, Eustis Allan, Howard Susan, Koepsell Judy, Leffler Robert, and Livezey Robert, “The Weather Risk Management Industry’s Climate Forecast and Data Needs” a workshop report, August 2002.

Murphy M. Guillermo y Serio A. Leonardo, “Perspectivas Climaticas: Fundamentos para su Interpretacion” Parte I. Pronósticos Meteorológicos vs. Perspectivas Climáticas, Octubre 2007

Mussio Veronica, “ derivados Climáticos Aplicados a la Agricultura”, MFIN UNR, Argentina, 2005

Platen Eckhard and West Jason, “Fair Pricing of Weather Derivatives”, July, 2004

Rosenzweig R. Mark and Binswanger P. Hans “Wealth, weather risk and the composition and profitability of Agricultural investments”, The Economic Journal, 103 (January 1993), 56-78

Roustant Olivier, Laurent Jean-Paul , Bay Xavier, Carraro Laurent, “Model Risk in the Pricing of Weather Derivatives”, September 2003

Stern Harvey, “The Application of Weather Derivatives to Mitigate the Financial Risk of Climate Variability and Extreme Weather Events”, Bureau of Meteorology, Melbourne, Australia January 2001.

Timothy J. Richards, Manfredo R. Mark, and Sanders R. Dwight, “Pricing Weather Derivatives” November 2004

Toledo Rubén E, “Fases de desarrollo del cultivo de soja”, Marzo 2004

Turvey G. Calum, “Weather Derivatives for Specific Event Risks in Agriculture”, Review of Agricultural Economics, Vol. 23, No. 2 (Winter, 2001), pp. 333- 351

Yamada Yuji, “Continuous Swap Valuation under Dynamic Equilibrium for Weather Derivatives”, Graduate School of Business Sciences, University of Tsukuba, Otsuka, Bunkyo-ku, Tokyo, 2004

Zeng Lixin, “Pricing Weather Derivatives”, Blanch Company, Minneapolis, Minnesota, May 2000.

Páginas Web

http://www.bcra.gov.ar/

http://www.wrma.org/

http://www.rofex.com.ar/

http://www.cmegroup.com/

http://www.inta.gov.ar/

http://www.artemis.bm/

http://www.minagri.gob.ar/

http://www.smn.gov.ar/

http://www.pwc.com/